Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 80'000 | 80'000 | 35'787 | 35'787 | 12'658 CHF | 13'017 CHF | 99.99% | 99.99% |
12.07.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 80'000 | 80'000 | 35'075 | 35'075 | 14'164 CHF | 14'519 CHF | 100.00% | 100.00% |
11.07.2024 | 4.37% | 0.31 CHF | 0.32 CHF | 80'000 | 80'000 | 35'619 | 35'619 | 9'183 CHF | 9'540 CHF | 100.00% | 100.00% |
10.07.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 82'000 | 82'000 | 36'813 | 36'813 | 7'000 CHF | 7'369 CHF | 99.90% | 99.90% |
09.07.2024 | 7.56% | 0.16 CHF | 0.17 CHF | 84'000 | 84'000 | 35'676 | 35'676 | 5'809 CHF | 6'182 CHF | 99.70% | 99.70% |
08.07.2024 | 5.95% | 0.14 CHF | 0.16 CHF | 84'000 | 84'000 | 36'472 | 36'472 | 6'302 CHF | 6'678 CHF | 99.31% | 99.31% |
05.07.2024 | 5.44% | 0.14 CHF | 0.16 CHF | 84'000 | 84'000 | 37'462 | 37'462 | 6'348 CHF | 6'724 CHF | 99.89% | 99.89% |
04.07.2024 | 5.26% | 0.17 CHF | 0.18 CHF | 33'000 | 33'000 | 26'666 | 26'666 | 4'949 CHF | 5'216 CHF | 99.61% | 99.61% |
03.07.2024 | 8.54% | 0.14 CHF | 0.16 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 5'299 CHF | 5'675 CHF | 100.00% | 100.00% |
02.07.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 84'000 | 84'000 | 37'449 | 37'449 | 3'726 CHF | 4'104 CHF | 100.00% | 100.00% |